- A probabilistic model
- Assumes all data points are generated from a mixture of finite no. of gaussian
- The parameters of the gaussian distributions are unknown.
- It is a way of generalizing k-mean(or k-medoid or k-mode for that matter) clustering to use the
co-variance structure/stats as well as the mean/central-tendency measures of latent
- Implements the Expectation Maximization algorithm.
- Fastest for learning mixture models
- No bias of means towards zero, or bias cluster sizes to have specific structures
- When there’s not enough points per mixture, estimating covariance matrices becomes
Number of components; will always use all the components it has access to, so might need
missing or test-reserved data..
No. of components can be chosen based on BIC criterion.
- Variational Bayesian Gaussian mixture avoids having to specify number of components
- — Uses Variational Inference algorithm to estimate